Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,828.75 |
4,813.50 |
-15.25 |
-0.3% |
4,753.00 |
High |
4,840.50 |
4,862.00 |
21.50 |
0.4% |
4,840.50 |
Low |
4,803.00 |
4,803.25 |
0.25 |
0.0% |
4,672.75 |
Close |
4,808.50 |
4,854.00 |
45.50 |
0.9% |
4,808.50 |
Range |
37.50 |
58.75 |
21.25 |
56.7% |
167.75 |
ATR |
79.13 |
77.67 |
-1.46 |
-1.8% |
0.00 |
Volume |
168,797 |
167,542 |
-1,255 |
-0.7% |
1,078,201 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.00 |
4,993.75 |
4,886.25 |
|
R3 |
4,957.25 |
4,935.00 |
4,870.25 |
|
R2 |
4,898.50 |
4,898.50 |
4,864.75 |
|
R1 |
4,876.25 |
4,876.25 |
4,859.50 |
4,887.50 |
PP |
4,839.75 |
4,839.75 |
4,839.75 |
4,845.25 |
S1 |
4,817.50 |
4,817.50 |
4,848.50 |
4,828.50 |
S2 |
4,781.00 |
4,781.00 |
4,843.25 |
|
S3 |
4,722.25 |
4,758.75 |
4,837.75 |
|
S4 |
4,663.50 |
4,700.00 |
4,821.75 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,277.25 |
5,210.50 |
4,900.75 |
|
R3 |
5,109.50 |
5,042.75 |
4,854.75 |
|
R2 |
4,941.75 |
4,941.75 |
4,839.25 |
|
R1 |
4,875.00 |
4,875.00 |
4,824.00 |
4,908.50 |
PP |
4,774.00 |
4,774.00 |
4,774.00 |
4,790.50 |
S1 |
4,707.25 |
4,707.25 |
4,793.00 |
4,740.50 |
S2 |
4,606.25 |
4,606.25 |
4,777.75 |
|
S3 |
4,438.50 |
4,539.50 |
4,762.25 |
|
S4 |
4,270.75 |
4,371.75 |
4,716.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,862.00 |
4,688.00 |
174.00 |
3.6% |
60.00 |
1.2% |
95% |
True |
False |
192,140 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.6% |
103.75 |
2.1% |
92% |
False |
False |
306,526 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
81.75 |
1.7% |
82% |
False |
False |
282,328 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
66.00 |
1.4% |
82% |
False |
False |
253,520 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
62.75 |
1.3% |
82% |
False |
False |
230,962 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.75 |
1.1% |
82% |
False |
False |
173,305 |
100 |
4,919.50 |
4,358.25 |
561.25 |
11.6% |
53.00 |
1.1% |
88% |
False |
False |
138,660 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
54.00 |
1.1% |
91% |
False |
False |
115,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,111.75 |
2.618 |
5,015.75 |
1.618 |
4,957.00 |
1.000 |
4,920.75 |
0.618 |
4,898.25 |
HIGH |
4,862.00 |
0.618 |
4,839.50 |
0.500 |
4,832.50 |
0.382 |
4,825.75 |
LOW |
4,803.25 |
0.618 |
4,767.00 |
1.000 |
4,744.50 |
1.618 |
4,708.25 |
2.618 |
4,649.50 |
4.250 |
4,553.50 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,847.00 |
4,842.75 |
PP |
4,839.75 |
4,831.25 |
S1 |
4,832.50 |
4,820.00 |
|